مرکز منطقه ای اطلاع رساني علوم و فناوري - Estimating high-frequency foreign exchange rate volatility with nonparametric ARCH models

Title of article :

Estimating high-frequency foreign exchange rate volatility with nonparametric ARCH models

Author/Authors :

Christian M. Hafner، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 1998

Pages :

From page :

247

To page :

269

Journal title :

Journal of Statistical Planning and Inference

Serial Year :

1998

Journal title :

Journal of Statistical Planning and Inference

Record number :

218499

Link To Document :